Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47506.93 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46112.08 Kr¶

PnL: ---------------------------------------> -776.49 Kr¶

DD now: ---------------------------------> -2.309 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 12:40:48.970400'

Anic Portfolio¶

Today¶

Return: -0.764 %¶

This Week¶

Return: -1.352 %¶

Total¶

Return: 55.525 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.890000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -1.250000 2761.500000 125.500000 4.760000 2636.000010
Corem Property Group B 59 -0.450000 654.900000 77.900000 13.500000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.030000 429.800000 74.800000 21.070000 355.000000
HMS Networks 2 -1.570000 704.400000 31.400000 4.670000 673.000000
Samhällsbyggnadsbo. i Norden D 12 2.820000 262.800000 16.800000 6.830000 246.000000
Midsona B 63 -1.150000 597.870000 14.870000 2.550000 582.999984
OEM International B 7 -1.150000 542.500000 14.500000 2.750000 527.999997
Norva24 Group 16 -3.330000 556.800000 13.800000 2.540000 543.000000
Resurs Holding 22 0.410000 586.080000 12.080000 2.100000 573.999998
Coor Service Management Hold. 8 -0.070000 544.000000 12.000000 2.260000 532.000000
MedCap 2 -0.230000 429.000000 8.000000 1.900000 421.000000
Eastnine 4 -2.200000 498.400000 7.400000 1.510000 491.000000
Intrum 4 -0.410000 533.800000 6.800000 1.290000 527.000000
Handelsbanken A 5 -1.570000 548.250000 2.250000 0.410000 546.000000
Fastighetsbolag. Emilshus Pref 21 -3.250000 562.800000 0.800000 0.140000 562.000005
AcadeMedia 12 0.520000 557.760000 0.760000 0.140000 557.000004
Karnov Group 9 1.020000 536.400000 0.400000 0.070000 536.000004
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Essity B 2 -1.280000 572.600000 -1.400000 -0.240000 574.000000
Nordea Bank Abp 29 -1.110000 3452.160000 -1.840000 -0.050000 3453.999992
Swedbank A 3 -1.760000 560.100000 -3.900000 -0.690000 564.000000
Essity A 4 -0.700000 1142.000000 -7.000000 -0.610000 1149.000000
Securitas B 6 -0.760000 562.680000 -7.320000 -1.280000 570.000000
CTEK 13 0.250000 514.410000 -19.590000 -3.670000 533.999999
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Boozt 12 -2.350000 1592.400000 -61.600000 -3.720000 1653.999996
Vivesto 1368 -1.090000 547.470000 -65.530000 -10.690000 612.999432
International Petroleum Corp. 5 2.540000 525.500000 -69.070000 -11.620000 594.565215
SAAB B 8 -0.650000 3278.400000 -98.600000 -2.920000 3377.000000
Sampo Oyj SDB 7 -0.740000 3748.500000 -101.500000 -2.640000 3850.000000
OX2 18 -0.290000 1539.900000 -124.100000 -7.460000 1663.999992
Axfood 13 -0.290000 3568.500000 -187.500000 -4.990000 3756.000001
Fasadgruppen Group 35 -0.590000 3535.000000 -276.000000 -7.240000 3810.999990
Ovzon 52 0.690000 3047.200000 -314.800000 -9.360000 3361.999992
TOTAL 46112.080000 -776.490000 -2.3092% 46888.564618

Updated:¶

'2023-01-13 12:41:01.340434'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶